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ISF.L vs. IEFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISF.L vs. IEFV.L

Last updated Jun 26, 2026

ISF.L (iShares Core FTSE 100 UCITS ETF (Dist)) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares - ISF.L tracks the FTSE AllSh TR GBP while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, ISF.L returned 9.77%/yr vs 12.59%/yr for IEFV.L. Their correlation of 0.84 suggests significant overlap in exposure. ISF.L charges 0.07%/yr vs 0.25%/yr for IEFV.L.

Performance

ISF.L vs. IEFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISF.L achieves a 7.91% return, which is significantly lower than IEFV.L's 14.64% return. Over the past 10 years, ISF.L has underperformed IEFV.L with an annualized return of 9.77%, while IEFV.L has yielded a comparatively higher 12.59% annualized return.

ISF.L

1D
0.83%
1M
0.48%
YTD
7.91%
6M
8.59%
1Y
24.32%
3Y*
16.21%
5Y*
12.02%
10Y*
9.77%

IEFV.L

1D
1.36%
1M
1.12%
YTD
14.64%
6M
15.38%
1Y
38.77%
3Y*
22.78%
5Y*
15.04%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. IEFV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		7.91%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		14.64%42.20%5.40%11.41%1.47%18.58%-3.74%15.71%-12.67%14.28%

Correlation

The correlation between ISF.L and IEFV.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.84

The correlation between ISF.L and IEFV.L has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

ISF.L vs. IEFV.L - Sectors Allocation Comparison

Sectors
ISF.L
IEFV.L

Financial Services

25.3%
23.6%

Industrials

14.2%
18.8%

Healthcare

13.5%
13.2%

Consumer Defensive

12.8%
8.6%

Energy

10.9%
5.2%

Basic Materials

9.1%
5.5%

Consumer Cyclical

5.1%
6.5%

Utilities

4.9%
4.8%

Communication Services

2.6%
3.6%

Real Estate

0.9%
0.7%

Technology

0.8%
9.7%

Financial Services

ISF.L
25.3%
IEFV.L
23.6%

Industrials

ISF.L
14.2%
IEFV.L
18.8%

Healthcare

ISF.L
13.5%
IEFV.L
13.2%

Consumer Defensive

ISF.L
12.8%
IEFV.L
8.6%

Energy

ISF.L
10.9%
IEFV.L
5.2%

Basic Materials

ISF.L
9.1%
IEFV.L
5.5%

Consumer Cyclical

ISF.L
5.1%
IEFV.L
6.5%

Utilities

ISF.L
4.9%
IEFV.L
4.8%

Communication Services

ISF.L
2.6%
IEFV.L
3.6%

Real Estate

ISF.L
0.9%
IEFV.L
0.7%

Technology

ISF.L
0.8%
IEFV.L
9.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core FTSE 100 UCITS ETF (Dist)

iShares Edge MSCI Europe Value Factor UCITS ETF

Often compared with ISF.L:
ISF.L vs. VUKE.LISF.L vs. HUKX.LISF.L vs. UKDV.LISF.L vs. XDAX.LISF.L vs. VUSA.ASISF.L vs. VOOISF.L vs. FEUI.L
Often compared with IEFV.L:
IEFV.L vs. EVAL.LIEFV.L vs. BRK-BIEFV.L vs. NASL.LIEFV.L vs. SMEA.LIEFV.L vs. UC96.LIEFV.L vs. XDAX.LIEFV.L vs. EFV

Return for Risk

ISF.L vs. IEFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISF.L
ISF.L Risk / Return Rank: 7272
Overall Rank
ISF.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 8080
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5757
Martin Ratio Rank
IEFV.L
IEFV.L Risk / Return Rank: 8787
Overall Rank
IEFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 9292
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISF.L vs. IEFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ISF.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.20
2.88

-0.68

Sortino ratioReturn per unit of downside risk
3.06
3.91

-0.85

Omega ratioGain probability vs. loss probability

1.41

1.53

-0.12

Calmar ratioReturn relative to maximum drawdown

2.74

3.65

-0.91

Martin ratioReturn relative to average drawdown

8.85

13.42

-4.57

ISF.L vs. IEFV.L - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 2.20, which is comparable to the IEFV.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of ISF.L and IEFV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ISF.L vs. IEFV.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, which is greater than IEFV.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for ISF.L and IEFV.L.

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Drawdown Indicators

ISF.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-34.64%

-10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-10.57%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-15.02%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-16.16%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-34.64%

+0.51%

Current Drawdown

Current decline from peak

-2.28%

0.00%

-2.28%

Average Drawdown

Average peak-to-trough decline

-6.45%

-6.18%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.88%

-0.14%

Volatility

ISF.L vs. IEFV.L - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.04%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 3.84%. This indicates that ISF.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISF.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

3.84%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

11.09%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

13.43%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.57%

17.10%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

17.58%

-2.83%

ISF.L vs. IEFV.L - Expense Ratio Comparison

ISF.L has a 0.07% expense ratio, which is lower than IEFV.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ISF.L vs. IEFV.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.97%, while IEFV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		2.97%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions

ISF.L and IEFV.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISF.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISF.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IEFV.L.

ISF.L tracks FTSE AllSh TR GBP, while IEFV.L tracks MSCI Europe Value NR EUR. Their fees differ too: 0.07% for ISF.L and 0.25% for IEFV.L.

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